+25.7%
CVNA vs ACWI
+54.8%
-29.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.2% |
| 7D | +7.7% | -2.4% | +10.1% | +15.9% |
| 30D | +17.2% | -5.2% | +22.4% | +37.6% |
| 3M | +7.7% | -4.8% | +12.5% | +25.1% |
| 6M | -5.5% | -1.3% | -4.2% | -3.3% |
| YTD | -12.8% | +8.4% | -21.2% | -33.6% |
| 1Y | +26.8% | +11.0% | +15.8% | -10.6% |
| 3Y | +1,007.0% | +70.6% | +936.4% | +88.1% |
| All | +25.7% | +54.8% | -29.2% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ACWI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling